-25.7%
IREN vs FLR
+109.9%
-135.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.0% |
| 7D | -16.0% | +5.4% | -21.4% | -19.4% |
| 30D | -40.5% | +2.8% | -43.4% | -41.0% |
| 3M | -59.4% | -6.4% | -53.0% | -57.0% |
| 6M | -67.1% | +8.8% | -75.8% | -67.6% |
| YTD | -51.9% | +23.6% | -75.5% | -57.3% |
| 1Y | -62.7% | +13.8% | -76.5% | -65.0% |
| 3Y | +507.7% | +36.5% | +471.2% | +404.5% |
| All | -25.7% | +109.9% | -135.6% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling